+244.7%
APLD vs MS
+162.5%
+82.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.1% | +4.4% | +3.3% |
| 7D | +3.1% | +0.7% | +2.3% | +2.2% |
| 30D | -29.4% | -0.9% | -28.5% | -27.8% |
| 3M | -42.8% | -13.0% | -29.8% | -30.7% |
| 6M | -59.5% | -2.0% | -57.5% | -57.5% |
| YTD | -31.8% | +7.8% | -39.6% | -37.4% |
| 1Y | -46.0% | +17.9% | -63.9% | -55.6% |
| 3Y | +252.0% | +174.8% | +77.2% | -11.1% |
| All | +244.7% | +162.5% | +82.2% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling